Allowing for time and cross dependence assumptions between claim counts in ratemaking models
Author:
Funder
Spanish Ministry
Publisher
Elsevier BV
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Reference17 articles.
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4. A finite mixture of bivariate Poisson regression models with an application to insurance ratemaking;Bermúdez;Comput. Statist. Data Anal.,2012
5. A posteriori ratemaking using bivariate Poisson models;Bermúdez;Scand. Actuar. J.,2017
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4. Multivariate claim count regression model with varying dispersion and dependence parameters;Journal of the Royal Statistical Society Series A: Statistics in Society;2023-01-12
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